Assets / Covariance Matrix Estimation
Empirical Covariance Matrix
Changed onEstimate an asset empirical covariance matrix, from either:
- Asset returns
- Asset close-to-close prices, from which asset logarithmic returns are computed
References
post/assets/covariance/matrix/estimation/empirical
Request
- Base URLhttps://api.portfoliooptimizer.io/v1
- AuthAPI key in header X-API-Key
- TypeScriptA function with typed inputs. Its response is checked against the schema.
Request body
Response
OK
Changes
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